+89.7%
LMT vs MOD
+748.9%
-659.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -1.7% |
| 7D | -11.0% | -25.5% | +14.6% | -10.6% |
| 30D | +13.6% | -49.0% | +62.6% | +14.6% |
| 3M | -2.1% | -49.8% | +47.7% | -1.3% |
| 6M | +11.7% | -64.8% | +76.4% | +13.1% |
| YTD | +19.4% | -27.6% | +47.0% | +18.8% |
| 1Y | +24.1% | -35.2% | +59.3% | +23.5% |
| 3Y | +36.2% | +137.1% | -101.0% | +31.0% |
| All | +89.7% | +748.9% | -659.3% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling